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Created April 28, 2013 20:05
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Test case where MplusAutomation does not read the warning.
tf<-tempfile(fileext=".out")
cat('Mplus VERSION 6.11 (Mac)
MUTHEN & MUTHEN
04/28/2013 10:56 PM
INPUT INSTRUCTIONS
TITLE: Your title goes here
DATA: FILE = "/tmp/file16b7d2a90effc/mplusdata.dat";
VARIABLE:
NAMES = i1 i2 i3 i4 i5 i6 i7 i8 i9 i10 i11 i12 i13 i14 i15 i16 i17 i18;
ANALYSIS:
MODEL = NOMEANSTRUCTURE;
INFORMATION = EXPECTED;
MODEL:
C1 BY i1 i2 i3;
C2 BY i4 i5 i6;
C3 BY i7 i8 i9;
C4 BY i10 i11 i12;
C5 BY i13 i14 i15;
C6 BY i16 i17 i18;
C2 ON C1;
C3 ON C1 C2;
C4 ON C1 C3;
C5 ON C1 C3;
C6 ON C4;
OUTPUT: STANDARDIZED (STDYX);
INPUT READING TERMINATED NORMALLY
Your title goes here
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 100
Number of dependent variables 18
Number of independent variables 0
Number of continuous latent variables 6
Observed dependent variables
Continuous
I1 I2 I3 I4 I5 I6
I7 I8 I9 I10 I11 I12
I13 I14 I15 I16 I17 I18
Continuous latent variables
C1 C2 C3 C4 C5 C6
Estimator ML
Information matrix EXPECTED
Maximum number of iterations 1000
Convergence criterion 0.500D-04
Maximum number of steepest descent iterations 20
Input data file(s)
/tmp/file16b7d2a90effc/mplusdata.dat
Input data format FREE
THE MODEL ESTIMATION TERMINATED NORMALLY
WARNING: THE LATENT VARIABLE COVARIANCE MATRIX (PSI) IS NOT POSITIVE
DEFINITE. THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR A
LATENT VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO LATENT
VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO LATENT VARIABLES.
CHECK THE TECH4 OUTPUT FOR MORE INFORMATION.
PROBLEM INVOLVING VARIABLE C5.
MODEL FIT INFORMATION
Number of Free Parameters 45
Loglikelihood
H0 Value -2531.783
H1 Value -2520.697
Information Criteria
Akaike (AIC) 5153.567
Bayesian (BIC) 5270.800
Sample-Size Adjusted BIC 5128.678
(n* = (n + 2) / 24)
Chi-Square Test of Model Fit
Value 22.174
Degrees of Freedom 126
P-Value 1.0000
RMSEA (Root Mean Square Error Of Approximation)
Estimate 0.000
90 Percent C.I. 0.000 0.000
Probability RMSEA <= .05 1.000
CFI/TLI
CFI 1.000
TLI 1.000
Chi-Square Test of Model Fit for the Baseline Model
Value 48.695
Degrees of Freedom 153
P-Value 1.0000
SRMR (Standardized Root Mean Square Residual)
Value 0.037
MODEL RESULTS
Two-Tailed
Estimate S.E. Est./S.E. P-Value
C1 BY
I1 1.000 0.000 999.000 999.000
I2 0.975 1.055 0.924 0.356
I3 1.490 1.417 1.052 0.293
C2 BY
I4 1.000 0.000 999.000 999.000
I5 1.120 1.237 0.905 0.365
I6 2.488 3.932 0.633 0.527
C3 BY
I7 1.000 0.000 999.000 999.000
I8 2.198 2.275 0.966 0.334
I9 1.199 1.233 0.972 0.331
C4 BY
I10 1.000 0.000 999.000 999.000
I11 1.340 1.088 1.232 0.218
I12 1.010 0.770 1.312 0.190
C5 BY
I13 1.000 0.000 999.000 999.000
I14 1.168 2.535 0.461 0.645
I15 4.236 7.169 0.591 0.555
C6 BY
I16 1.000 0.000 999.000 999.000
I17 0.465 0.749 0.621 0.535
I18 0.669 1.028 0.651 0.515
C2 ON
C1 0.237 0.465 0.510 0.610
C3 ON
C1 -0.374 0.637 -0.588 0.556
C2 0.001 0.380 0.004 0.997
C4 ON
C1 0.409 0.714 0.572 0.567
C3 -0.156 0.646 -0.241 0.809
C5 ON
C1 0.344 0.687 0.501 0.616
C3 -0.181 0.429 -0.423 0.673
C6 ON
C4 0.225 0.426 0.528 0.597
C6 WITH
C5 0.013 0.029 0.461 0.645
Variances
C1 0.053 0.081 0.658 0.510
Residual Variances
I1 0.937 0.148 6.309 0.000
I2 0.939 0.148 6.351 0.000
I3 0.872 0.172 5.070 0.000
I4 0.944 0.155 6.080 0.000
I5 0.932 0.164 5.701 0.000
I6 0.705 0.466 1.512 0.131
I7 0.942 0.147 6.402 0.000
I8 0.758 0.253 3.001 0.003
I9 0.921 0.152 6.055 0.000
I10 0.870 0.164 5.298 0.000
I11 0.775 0.215 3.605 0.000
I12 0.868 0.165 5.253 0.000
I13 0.987 0.140 7.034 0.000
I14 0.985 0.141 7.002 0.000
I15 0.928 0.290 3.195 0.001
I16 0.832 0.283 2.936 0.003
I17 0.956 0.152 6.281 0.000
I18 0.919 0.178 5.168 0.000
C2 0.043 0.083 0.521 0.603
C3 0.041 0.066 0.616 0.538
C4 0.107 0.116 0.921 0.357
C5 -0.007 0.027 -0.254 0.800
C6 0.152 0.263 0.576 0.565
STANDARDIZED MODEL RESULTS
STDYX Standardization
Two-Tailed
Estimate S.E. Est./S.E. P-Value
C1 BY
I1 0.232 0.174 1.333 0.182
I2 0.226 0.174 1.303 0.192
I3 0.346 0.196 1.763 0.078
C2 BY
I4 0.216 0.209 1.035 0.301
I5 0.242 0.223 1.084 0.278
I6 0.537 0.434 1.237 0.216
C3 BY
I7 0.220 0.172 1.282 0.200
I8 0.484 0.250 1.934 0.053
I9 0.264 0.177 1.496 0.135
C4 BY
I10 0.348 0.181 1.923 0.054
I11 0.466 0.215 2.166 0.030
I12 0.351 0.182 1.933 0.053
C5 BY
I13 0.059 0.158 0.372 0.710
I14 0.069 0.175 0.393 0.695
I15 0.249 0.533 0.468 0.640
C6 BY
I16 0.399 0.337 1.185 0.236
I17 0.186 0.213 0.870 0.384
I18 0.267 0.248 1.078 0.281
C2 ON
C1 0.255 0.339 0.751 0.453
C3 ON
C1 -0.394 0.473 -0.833 0.405
C2 0.001 0.372 0.004 0.997
C4 ON
C1 0.273 0.394 0.692 0.489
C3 -0.099 0.399 -0.247 0.805
C5 ON
C1 1.356 3.014 0.450 0.653
C3 -0.679 1.765 -0.385 0.701
C6 ON
C4 0.196 0.348 0.564 0.572
C6 WITH
C5 999.000 999.000 999.000 999.000
Variances
C1 1.000 0.000 999.000 999.000
Residual Variances
I1 0.946 0.081 11.722 0.000
I2 0.949 0.078 12.091 0.000
I3 0.881 0.135 6.499 0.000
I4 0.953 0.090 10.593 0.000
I5 0.942 0.108 8.735 0.000
I6 0.712 0.466 1.527 0.127
I7 0.951 0.076 12.559 0.000
I8 0.765 0.243 3.156 0.002
I9 0.930 0.093 9.966 0.000
I10 0.879 0.126 6.989 0.000
I11 0.783 0.201 3.904 0.000
I12 0.877 0.128 6.872 0.000
I13 0.997 0.019 53.577 0.000
I14 0.995 0.024 41.402 0.000
I15 0.938 0.266 3.525 0.000
I16 0.841 0.269 3.125 0.002
I17 0.966 0.079 12.194 0.000
I18 0.929 0.132 7.019 0.000
C2 0.935 0.173 5.410 0.000
C3 0.845 0.345 2.449 0.014
C4 0.895 0.177 5.068 0.000
C5 -2.023 999.000 999.000 999.000
C6 0.962 0.136 7.052 0.000
R-SQUARE
Observed Two-Tailed
Variable Estimate S.E. Est./S.E. P-Value
I1 0.054 0.081 0.667 0.505
I2 0.051 0.078 0.652 0.515
I3 0.119 0.135 0.882 0.378
I4 0.047 0.090 0.517 0.605
I5 0.058 0.108 0.542 0.588
I6 0.288 0.466 0.618 0.536
I7 0.049 0.076 0.641 0.522
I8 0.235 0.243 0.967 0.334
I9 0.070 0.093 0.748 0.455
I10 0.121 0.126 0.962 0.336
I11 0.217 0.201 1.083 0.279
I12 0.123 0.128 0.967 0.334
I13 0.003 0.019 0.186 0.852
I14 0.005 0.024 0.196 0.844
I15 0.062 0.266 0.234 0.815
I16 0.159 0.269 0.592 0.554
I17 0.034 0.079 0.435 0.664
I18 0.071 0.132 0.539 0.590
Latent Two-Tailed
Variable Estimate S.E. Est./S.E. P-Value
C2 0.065 0.173 0.376 0.707
C3 0.155 0.345 0.449 0.653
C4 0.105 0.177 0.596 0.551
C5 Undefined 0.30230E+01
C6 0.038 0.136 0.282 0.778
QUALITY OF NUMERICAL RESULTS
Condition Number for the Information Matrix 0.256E-05
(ratio of smallest to largest eigenvalue)
Beginning Time: 22:56:38
Ending Time: 22:56:38
Elapsed Time: 00:00:00
MUTHEN & MUTHEN
3463 Stoner Ave.
Los Angeles, CA 90066
Tel: (310) 391-9971
Fax: (310) 391-8971
Web: www.StatModel.com
Support: Support@StatModel.com
Copyright (c) 1998-2011 Muthen & Muthen', file=tf)
mplusResults <- readModels(target=tf)
print(mplusResults$warnings)
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